+451.3%
SN vs SAN
+254.8%
+196.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +3.5% | +3.4% | +0.1% | +1.8% |
| 30D | +19.4% | -6.3% | +25.7% | +22.6% |
| 3M | +20.9% | -14.1% | +35.0% | +28.9% |
| 6M | +111.1% | +4.2% | +107.0% | +103.9% |
| YTD | +102.8% | +9.0% | +93.8% | +89.4% |
| 1Y | +146.2% | +18.8% | +127.4% | +120.9% |
| All | +451.3% | +254.8% | +196.5% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling